ICE US Dollar Index Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Sep-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Sep-2012 | 
                    26-Sep-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.555 | 
                        79.725 | 
                        0.170 | 
                        0.2% | 
                        78.960 | 
                     
                    
                        | High | 
                        79.755 | 
                        80.080 | 
                        0.325 | 
                        0.4% | 
                        79.755 | 
                     
                    
                        | Low | 
                        79.375 | 
                        79.670 | 
                        0.295 | 
                        0.4% | 
                        78.835 | 
                     
                    
                        | Close | 
                        79.608 | 
                        79.948 | 
                        0.340 | 
                        0.4% | 
                        79.398 | 
                     
                    
                        | Range | 
                        0.380 | 
                        0.410 | 
                        0.030 | 
                        7.9% | 
                        0.920 | 
                     
                    
                        | ATR | 
                        0.468 | 
                        0.468 | 
                        0.000 | 
                        0.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,292 | 
                        17,196 | 
                        904 | 
                        5.5% | 
                        95,820 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                81.129 | 
                80.949 | 
                80.174 | 
                 | 
             
            
                | R3 | 
                80.719 | 
                80.539 | 
                80.061 | 
                 | 
             
            
                | R2 | 
                80.309 | 
                80.309 | 
                80.023 | 
                 | 
             
            
                | R1 | 
                80.129 | 
                80.129 | 
                79.986 | 
                80.219 | 
             
            
                | PP | 
                79.899 | 
                79.899 | 
                79.899 | 
                79.945 | 
             
            
                | S1 | 
                79.719 | 
                79.719 | 
                79.910 | 
                79.809 | 
             
            
                | S2 | 
                79.489 | 
                79.489 | 
                79.873 | 
                 | 
             
            
                | S3 | 
                79.079 | 
                79.309 | 
                79.835 | 
                 | 
             
            
                | S4 | 
                78.669 | 
                78.899 | 
                79.723 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Sep-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                82.089 | 
                81.664 | 
                79.904 | 
                 | 
             
            
                | R3 | 
                81.169 | 
                80.744 | 
                79.651 | 
                 | 
             
            
                | R2 | 
                80.249 | 
                80.249 | 
                79.567 | 
                 | 
             
            
                | R1 | 
                79.824 | 
                79.824 | 
                79.482 | 
                80.037 | 
             
            
                | PP | 
                79.329 | 
                79.329 | 
                79.329 | 
                79.436 | 
             
            
                | S1 | 
                78.904 | 
                78.904 | 
                79.314 | 
                79.117 | 
             
            
                | S2 | 
                78.409 | 
                78.409 | 
                79.229 | 
                 | 
             
            
                | S3 | 
                77.489 | 
                77.984 | 
                79.145 | 
                 | 
             
            
                | S4 | 
                76.569 | 
                77.064 | 
                78.892 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                80.080 | 
                79.110 | 
                0.970 | 
                1.2% | 
                0.446 | 
                0.6% | 
                86% | 
                True | 
                False | 
                19,461 | 
                 
                
                | 10 | 
                80.080 | 
                78.725 | 
                1.355 | 
                1.7% | 
                0.466 | 
                0.6% | 
                90% | 
                True | 
                False | 
                21,196 | 
                 
                
                | 20 | 
                82.070 | 
                78.725 | 
                3.345 | 
                4.2% | 
                0.481 | 
                0.6% | 
                37% | 
                False | 
                False | 
                12,076 | 
                 
                
                | 40 | 
                83.945 | 
                78.725 | 
                5.220 | 
                6.5% | 
                0.454 | 
                0.6% | 
                23% | 
                False | 
                False | 
                6,064 | 
                 
                
                | 60 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.417 | 
                0.5% | 
                21% | 
                False | 
                False | 
                4,052 | 
                 
                
                | 80 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.352 | 
                0.4% | 
                21% | 
                False | 
                False | 
                3,073 | 
                 
                
                | 100 | 
                84.610 | 
                78.725 | 
                5.885 | 
                7.4% | 
                0.282 | 
                0.4% | 
                21% | 
                False | 
                False | 
                2,459 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.823 | 
         
        
            | 
2.618             | 
            81.153 | 
         
        
            | 
1.618             | 
            80.743 | 
         
        
            | 
1.000             | 
            80.490 | 
         
        
            | 
0.618             | 
            80.333 | 
         
        
            | 
HIGH             | 
            80.080 | 
         
        
            | 
0.618             | 
            79.923 | 
         
        
            | 
0.500             | 
            79.875 | 
         
        
            | 
0.382             | 
            79.827 | 
         
        
            | 
LOW             | 
            79.670 | 
         
        
            | 
0.618             | 
            79.417 | 
         
        
            | 
1.000             | 
            79.260 | 
         
        
            | 
1.618             | 
            79.007 | 
         
        
            | 
2.618             | 
            78.597 | 
         
        
            | 
4.250             | 
            77.928 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Sep-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                79.924 | 
                                79.875 | 
                             
                            
                                | PP | 
                                79.899 | 
                                79.801 | 
                             
                            
                                | S1 | 
                                79.875 | 
                                79.728 | 
                             
             
         |